| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
9,380.0 |
9,450.0 |
70.0 |
0.7% |
9,010.5 |
| High |
9,429.5 |
9,510.0 |
80.5 |
0.9% |
9,429.5 |
| Low |
9,365.0 |
9,435.0 |
70.0 |
0.7% |
8,998.5 |
| Close |
9,414.0 |
9,492.0 |
78.0 |
0.8% |
9,414.0 |
| Range |
64.5 |
75.0 |
10.5 |
16.3% |
431.0 |
| ATR |
106.8 |
106.0 |
-0.8 |
-0.7% |
0.0 |
| Volume |
43,712 |
48,045 |
4,333 |
9.9% |
313,652 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,704.0 |
9,673.0 |
9,533.3 |
|
| R3 |
9,629.0 |
9,598.0 |
9,512.6 |
|
| R2 |
9,554.0 |
9,554.0 |
9,505.8 |
|
| R1 |
9,523.0 |
9,523.0 |
9,498.9 |
9,538.5 |
| PP |
9,479.0 |
9,479.0 |
9,479.0 |
9,486.8 |
| S1 |
9,448.0 |
9,448.0 |
9,485.1 |
9,463.5 |
| S2 |
9,404.0 |
9,404.0 |
9,478.3 |
|
| S3 |
9,329.0 |
9,373.0 |
9,471.4 |
|
| S4 |
9,254.0 |
9,298.0 |
9,450.8 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,573.7 |
10,424.8 |
9,651.1 |
|
| R3 |
10,142.7 |
9,993.8 |
9,532.5 |
|
| R2 |
9,711.7 |
9,711.7 |
9,493.0 |
|
| R1 |
9,562.8 |
9,562.8 |
9,453.5 |
9,637.3 |
| PP |
9,280.7 |
9,280.7 |
9,280.7 |
9,317.9 |
| S1 |
9,131.8 |
9,131.8 |
9,374.5 |
9,206.3 |
| S2 |
8,849.7 |
8,849.7 |
9,335.0 |
|
| S3 |
8,418.7 |
8,700.8 |
9,295.5 |
|
| S4 |
7,987.7 |
8,269.8 |
9,177.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,510.0 |
9,097.5 |
412.5 |
4.3% |
97.0 |
1.0% |
96% |
True |
False |
57,875 |
| 10 |
9,510.0 |
8,998.0 |
512.0 |
5.4% |
107.1 |
1.1% |
96% |
True |
False |
43,669 |
| 20 |
9,510.0 |
8,998.0 |
512.0 |
5.4% |
96.6 |
1.0% |
96% |
True |
False |
22,926 |
| 40 |
9,510.0 |
8,980.0 |
530.0 |
5.6% |
86.2 |
0.9% |
97% |
True |
False |
11,531 |
| 60 |
9,510.0 |
8,505.0 |
1,005.0 |
10.6% |
83.3 |
0.9% |
98% |
True |
False |
7,741 |
| 80 |
9,510.0 |
8,142.0 |
1,368.0 |
14.4% |
79.4 |
0.8% |
99% |
True |
False |
5,830 |
| 100 |
9,510.0 |
8,125.0 |
1,385.0 |
14.6% |
74.9 |
0.8% |
99% |
True |
False |
4,668 |
| 120 |
9,510.0 |
8,038.5 |
1,471.5 |
15.5% |
72.2 |
0.8% |
99% |
True |
False |
3,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,828.8 |
|
2.618 |
9,706.4 |
|
1.618 |
9,631.4 |
|
1.000 |
9,585.0 |
|
0.618 |
9,556.4 |
|
HIGH |
9,510.0 |
|
0.618 |
9,481.4 |
|
0.500 |
9,472.5 |
|
0.382 |
9,463.7 |
|
LOW |
9,435.0 |
|
0.618 |
9,388.7 |
|
1.000 |
9,360.0 |
|
1.618 |
9,313.7 |
|
2.618 |
9,238.7 |
|
4.250 |
9,116.3 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,485.5 |
9,456.7 |
| PP |
9,479.0 |
9,421.3 |
| S1 |
9,472.5 |
9,386.0 |
|